史敬涛,男,1978年生,副教授。
工作经历
2010.12—至今,山东大学数学学院概率统计研究所,副教授
2010.9—至今,山东大学数学学院系统科学博士后流动站,博士后
2005.9—2010.11,山东大学数学学院概率统计研究所,讲师
2003.7—2005.8,山东大学数学与系统科学学院概率统计研究所,助教
学习经历
2005.9—2009.12,山东大学数学学院,运筹学与控制论专业,博士学位
2000.9—2003.6,山东大学数学与系统科学学院,概率论与数理统计专业,硕士学位
1996.9—2000.6,山东大学数学与系统科学学院,计算数学与应用软件专业,学士学位
讲授课程
本科生课程: 高等数学,概率论与数理统计,利息理论,多元统计分析,时间序列分析,应用回归分析
教研项目
2009.6-2010.6,利率对寿险业的影响,山东大学大学生科技创新基金,指导教师
2009.6-2010.6,金融危机下钢铁行业的困境及未来发展前景的预测,山东大学大学生科技创新基金,指导教师
2008.3-2010.3,人口老龄化与中国寿险业发展的机遇与挑战,山东大学数学学院基地教研基金暨山东大学大学生科研训练项目,负责人暨指导教师
2005.4-2007.4,统计学相关课程的教学改革与创新,山东大学数学学院数学基地建设教研基金,负责人
参编教材
刘建亚,吴臻主编,胡发胜,宿洁,史敬涛编,大学数学学习指南(概率统计分册),山东大学出版社,2004.
教研论文
史敬涛,陈建良,大学生科研训练与保险精算类课程教学的实践,高等理科教育,2011年第5期,130–132.
访问经历
2011.11,吉林大学数学学院,邀请学术报告
2011.8,香港理工大学应用数学系,合作研究员
2011.2,香港理工大学应用数学系,合作研究员
2010.7-2010.8,香港理工大学应用数学系,合作研究员
研究领域
随机控制,倒向随机微分方程,时滞随机系统,金融数学,保险精算
学术任职
IEEE会员
科研项目
2012.1-2012.12,时滞随机系统的最优控制理论及其应用,国家自然科学基金数学天元青年基金项目,负责人
2011.7-2014.7,随机控制与微分对策的优化理论及其应用,山东省自然科学基金青年基金项目,负责人
2010年度,时滞随机系统最优控制理论及其应用,第四十八批中国博士后科学基金面上资助,独立
2010年度,带延迟的随机系统的最优控制理论及其应用,山东省博士后创新项目专项资助,独立
2010.6-2012.12,随机时滞系统最优控制理论及其应用,山东大学自主创新基金(自然科学类专项)自由探索项目,负责人
科研奖励
2010.5 第22届中国控制与决策会议(CCDC2010)张嗣瀛优秀青年论文奖,独立
2007.12 第五届中国科协期刊优秀学术论文奖,第一位(1/2)
科研论文
24.Jingtao Shi, Zhen Wu, Necessary Condition for Optimal Control of Fully Coupled Forward-Backward Stochastic System with Random Jumps, accepted by the 31th Chinese Control Conference, July 25-27, Hefei, China, 2012. (EI, ISTP)
23.Jianhui Huang, Xun Li, Jingtao Shi, Forward-Backward Linear Quadratic Stochastic Optimal Control Problem with Delay, Systems & Control Letters, Vol. 61, No. 5, 623-630, 2012. (SCI, EI)
22.Jingtao Shi, Necessary Conditions for Optimal Control of Forward-Backward Stochastic Systems with Random Jumps, International Journal of Stochastic Analysis, Vol. 2012, Article ID 258674, 50 pages.
21.史敬涛,带 Poisson 跳跃的正倒向随机延迟系统递归最优控制问题的最大值原理,中国科学:数学, 第42卷, 第3期, 251-270, 2012.
20.Jianhui Huang, Jingtao Shi, Maximum Principle for Optimal Control of Fully Coupled Forward-backward Stochastic Differential Delayed Equations, E-first in ESAIM: Control, Optimisation and Calculus of Variations, 16 February, 2012. (SCI)
19.Jingtao Shi, Global Maximum Principle for the Forward- backward Stochastic Optimal Control Problem with Poisson Jumps, Early-View in Asian Journal of Control, 26 August,2011. (SCI)
18.Jingtao Shi, Zhen Wu, Relationship between MP and DPP for the Optimal Control Problem of Jump Diffusions, Applied Mathematics and Optimization, Vol. 63, No. 2, 151-189, 2011. (SCI)
17.Jingtao Shi, Zhen Wu, A Risk-sensitive Stochastic Maximum Principle for Optimal Control of Jump Diffusions and its Applications, Acta Mathematica Scientia, English Series,Vol. 31(B), No. 2, 419-433, 2011. (SCI)
16.Jingtao Shi, Zhen Wu, A Stochastic Maximum Principle for Optimal Control of Jump Diffusions and Applications to Finance, Chinese Journal of Applied Probability and Statistics,Vol. 27, No. 2, 127-137, 2011.
15.Jingtao Shi, Relationship between Maximum Principle and Dynamic Programming for Stochastic Control Systems with Delay, Proceedings of the 8th Asian Control Conference, 1210-1215, May 15-18, Kaohsiung, Taiwan, 2011. (EI, ISTP)
14.Jingtao Shi, Optimal Control of Backward Stochastic Differential Equations with Time Delayed Generators, Proceedings of the 30th Chinese Control Conference, 1285-1289, July 22-24, Yantai, China, 2011. (EI, ISTP)
13.Jingtao Shi, Zhen Wu, The Maximum Principle for Partially Observed Optimal Control of Fully Coupled Forward-Backward Stochastic System, Journal of Optimization Theory and Applications, Vol. 145, No. 3, 543-578, 2010. (SCI)
12.Jingtao Shi, Zhen Wu, Maximum Principle for Forward- Backward Stochastic Control System with Random Jumps and Applications to Finance, Journal of Systems Science and Complexity, Vol. 23, No.2, 219-231, 2010. (SCI, EI)
11.Jingtao Shi, Relationship between Maximum Principle and Dynamic Programming Principle for Stochastic Recursive Optimal Control Problems of Jump Diffusions and Applications to Finance, Proceedings of the 8th IEEE International Conference on Control and Automation, 1512-1518, June 9-11, Xiamen, China, 2010. (EI,ISTP)
10.Jingtao Shi, The Maximum Principle for Partially Observed Optimal Control of Fully Coupled Forward-Backward Stochastic System with State Constraints,Proceedings of the 22th Chinese Control and Decision Conference,572-578, May 26-28, Xuzhou, China, 2010. (EI,ISTP) (获张嗣瀛优秀青年论文奖)
9.Jingtao Shi, The Relationship between Maximum Principle and Dynamic Programming Principle for Stochastic Recursive Optimal Control Problems and Applications to Finance, Proceedings of the 29th Chinese Control Conference,1535-1540, July 29-31, Beijing, China, 2010. (EI,ISTP)
8.Jingtao Shi, Zhen Wu, One Kind of Fully Coupled Linear Quadratic Stochastic Control Problem with Random Jumps, Acta Automatica Sinica, Vol. 35, No. 1, 92-97, 2009. (EI)
7.Jingtao Shi, Zhen Wu, Maximum Principle for Fully Coupled Forward-backward Stochastic Control System with random jumps, Proceedings of the 26th Chinese Control Conference, July 26-31, Zhangjiajie, China, 375-380, 2007. (EI, ISTP)
6.史敬涛,状态约束下完全耦合的正倒向随机控制系统的最大值原理,山东大学学报(理学版),Vol. 42, No. 1, 44-48, 2007.
5.Jingtao Shi, Zhen Wu, The Maximum Principle for Fully Coupled Forward-backward Stochastic Control System, ACTA Automatica Sinica, Vol. 32, No. 2, 161-169, 2006。(EI) (获第五届中国科协期刊优秀学术论文奖)
4.史敬涛,吴臻,一类证券市场中投资组合及消费选择的最优控制问题,高校应用数学学报,Ser. A, Vol. 20, No. 1, 1-7, 2005.
3.史敬涛,吴臻,完全耦合的正倒向随机控制系统的LQ问题,山东大学学报(理学版),Vol. 40, No. 1, 11-17, 2005.
2.王光臣,史敬涛,一类关于投资组合和消费选择的最优控制问题,山东大学学报(理学版),Vol. 39, No. 4, 1-6, 2004.
1.史敬涛,吴臻,证券市场中一类最优投资组合及消费的选择问题,自动化理论、技术与应用(第9卷) – 中国自动化学会第17届全国青年学术年会论文集,北戴河,95-98,中国农业科技出版社,2002.